jspurefix 1.4.1 → 2.0.3

package/dist/test/ascii-encode.test.js

@@ -1,416 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-const path = require("path");
-const buffer_1 = require("../buffer");
-const transport_1 = require("../transport");
-const config_1 = require("../config");
-const util_1 = require("../util");
-const root = path.join(__dirname, '../../data');
-let definitions;
-let session;
-let encoder;
-let nos;
-let er;
-const localDate = new Date(2018, 6, 25);
-const utcTimeStamp = new Date(Date.UTC(2018, 5, 10, 16, 35, 0, 246));
-const utcDate = new Date(Date.UTC(2018, 5, 10, 0, 0, 0, 0));
-const utcTime = new Date(Date.UTC(2018, 0, 1, 16, 35, 0, 246));
-beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
-    const sessionDescription = require(path.join(root, 'session/qf-fix44.json'));
-    definitions = yield util_1.getDefinitions(sessionDescription.application.dictionary);
-    const config = new config_1.JsFixConfig(new transport_1.SessionMsgFactory(sessionDescription), definitions, sessionDescription, buffer_1.AsciiChars.Pipe);
-    session = new transport_1.AsciiMsgTransmitter(config);
-    encoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Pipe);
-    nos = definitions.message.get('NewOrderSingle');
-    er = definitions.message.get('ExecutionReport');
-}), 45000);
-test('expect a definition ', () => {
-    expect(nos).toBeTruthy();
-});
-function toFix(o, set, enc) {
-    const theEncode = enc ? enc : encoder;
-    session.buffer.reset();
-    if (set) {
-        theEncode.encode(o, set.name);
-    }
-    else {
-        theEncode.encode(o, nos.name);
-    }
-    return session.buffer.toString();
-}
-function toFixMessage(o, msg) {
-    session.encodeMessage(msg.msgType, o);
-    return session.buffer.toString();
-}
-class ParsingResult {
-    constructor(event, msgType, view, contents, parser) {
-        this.event = event;
-        this.msgType = msgType;
-        this.view = view;
-        this.contents = contents;
-        this.parser = parser;
-    }
-}
-function toParse(text, chunks = false) {
-    return new Promise((resolve, reject) => {
-        const parser = new buffer_1.AsciiParser(definitions, new transport_1.StringDuplex(text, chunks).readable, buffer_1.AsciiChars.Pipe);
-        parser.on('error', (e) => {
-            reject(e);
-        });
-        parser.on('msg', (msgType, view) => {
-            resolve(new ParsingResult('msg', msgType, view.clone(), parser.state.elasticBuffer.toString(), parser));
-        });
-        parser.on('done', () => {
-            resolve(new ParsingResult('done', null, null, parser.state.elasticBuffer.toString(), parser));
-        });
-    });
-}
-test('encode heartbeat', () => __awaiter(void 0, void 0, void 0, function* () {
-    const factory = session.config.factory;
-    const hb = factory.heartbeat('test01');
-    const hbd = definitions.message.get('Heartbeat');
-    const fix = toFixMessage(hb, hbd);
-    expect(fix).toBeTruthy();
-    const res = yield toParse(fix);
-    expect(res.event).toEqual('msg');
-    expect(res.msgType).toEqual('0');
-    const len = res.view.getTyped(buffer_1.Tags.BodyLengthTag);
-    const expected = fix.length - '8=FIX4.4|9=0000081|'.length - '10=159|'.length;
-    expect(len).toEqual(expected);
-}));
-test('encode custom header PossDupFlag', () => {
-    const no = {
-        StandardHeader: {
-            PossDupFlag: true
-        }
-    };
-    const fix = toFixMessage(no, definitions.message.get('Heartbeat'));
-    expect(fix).toMatch('43=Y|');
-});
-test('encode custom header PossDupFlag', () => {
-    const no = {
-        StandardHeader: {
-            MsgSeqNum: 9999
-        }
-    };
-    const fix = toFixMessage(no, definitions.message.get('Heartbeat'));
-    expect(fix).toMatch('34=9999|');
-});
-test('encode string ClOrdID ', () => {
-    const no = {};
-    no.ClOrdID = 'Order-a';
-    const fix = toFix(no);
-    expect(fix).toEqual('11=Order-a|');
-});
-test('encode empty string', () => {
-    const no = {};
-    no.ClOrdID = '';
-    const fix = toFix(no);
-    expect(fix).toEqual('11=|');
-});
-test('encode null string', () => {
-    const no = {};
-    no.ClOrdID = null;
-    const fix = toFix(no);
-    expect(fix).toEqual('');
-});
-test('encode +ve numeric (int) Price ', () => {
-    const no = {};
-    no.Price = 100;
-    const fix = toFix(no);
-    expect(fix).toEqual('44=100|');
-});
-test('encode -ve numeric (int) Price ', () => {
-    const no = {};
-    no.Price = -100;
-    const fix = toFix(no);
-    expect(fix).toEqual('44=-100|');
-});
-test('encode +ve numeric (double 8dp) Price ', () => {
-    const no = {};
-    no.Price = 123.12345678;
-    const fix = toFix(no);
-    expect(fix).toEqual('44=123.12345678|');
-});
-test('encode +ve numeric (double 14dp) Price ', () => {
-    const no = {};
-    no.Price = 123.12345678901234;
-    const fix = toFix(no);
-    expect(fix).toEqual('44=123.12345678901234|');
-});
-test('encode -ve numeric (double 14dp) Price ', () => {
-    const no = {};
-    no.Price = -123.12345678901234;
-    const fix = toFix(no);
-    expect(fix).toEqual('44=-123.12345678901234|');
-});
-test('encode +ve string Price ', () => {
-    const no = {};
-    no.Price = '123.12345678901234';
-    const fix = toFix(no);
-    expect(fix).toEqual('44=123.12345678901234|');
-});
-test('encode LocalDate TradeDate ', () => {
-    const no = {};
-    no.TradeDate = localDate;
-    const fix = toFix(no);
-    expect(fix).toEqual('75=20180725|');
-});
-test('encode UTCTIMESTAMP ExpireTime ', () => {
-    const no = {};
-    no.ExpireTime = utcTimeStamp;
-    const fix = toFix(no);
-    expect(fix).toEqual('126=20180610-16:35:00.246|');
-});
-test('encode UTCTIMESTAMP ExpireTime - check padding', () => {
-    const no = {};
-    no.ExpireTime = new Date(Date.UTC(2018, 0, 1, 0, 0, 0, 1));
-    const fix = toFix(no);
-    expect(fix).toEqual('126=20180101-00:00:00.001|');
-});
-test('encode UTCDATEONLY MDEntryDate', () => {
-    const mdGrp = definitions.component.get('MDFullGrp');
-    expect(mdGrp).toBeTruthy();
-    const grp = {
-        NoMDEntries: [
-            {
-                MDEntryType: '0',
-                MDEntryDate: utcDate
-            }
-        ]
-    };
-    const fix = toFix(grp, mdGrp);
-    expect(fix).toEqual('268=1|269=0|272=20180610|');
-});
-test('encode UTCTIMEONLY MDEntryTime', () => {
-    const mdGrp = definitions.component.get('MDFullGrp');
-    expect(mdGrp).toBeTruthy();
-    const grp = {
-        NoMDEntries: [
-            {
-                MDEntryType: '0',
-                MDEntryTime: utcTime
-            }
-        ]
-    };
-    const fix = toFix(grp, mdGrp);
-    expect(fix).toEqual('268=1|269=0|273=16:35:00.246|');
-});
-test('encode BOOLEAN (true) ReportToExch', () => {
-    expect(er).toBeTruthy();
-    const e = {};
-    e.ReportToExch = true;
-    const fix = toFix(e, er);
-    expect(fix).toEqual('113=Y|');
-});
-test('encode BOOLEAN (truthy) ReportToExch', () => {
-    expect(er).toBeTruthy();
-    const e = {};
-    e.ReportToExch = 1;
-    const fix = toFix(e, er);
-    expect(fix).toEqual('113=Y|');
-});
-test('encode BOOLEAN (string) ReportToExch', () => {
-    expect(er).toBeTruthy();
-    const e = {};
-    e.ReportToExch = 'TRUE';
-    const fix = toFix(e, er);
-    expect(fix).toEqual('113=Y|');
-});
-test('encode BOOLEAN (false) ReportToExch', () => {
-    expect(er).toBeTruthy();
-    const e = {};
-    e.ReportToExch = false;
-    const fix = toFix(e, er);
-    expect(fix).toEqual('113=N|');
-});
-test('encode BOOLEAN (falsy) ReportToExch', () => {
-    expect(er).toBeTruthy();
-    const e = {};
-    e.ReportToExch = 0;
-    const fix = toFix(e, er);
-    expect(fix).toEqual('113=N|');
-});
-test('encode RawData EncodedText', () => {
-    expect(er).toBeTruthy();
-    const toEncode = 'this is fix';
-    const e = {
-        EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')
-    };
-    const fix = toFix(e, er);
-    expect(fix).toEqual('354=11|355=this is fix|');
-});
-test('encode empty RawData EncodedText', () => {
-    expect(er).toBeTruthy();
-    const toEncode = '';
-    const e = {
-        EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')
-    };
-    const fix = toFix(e, er);
-    expect(fix).toEqual('354=0|355=|');
-});
-function getParties() {
-    return {
-        'Parties': {
-            'NoPartyIDs': [
-                {
-                    'PartyID': 'magna.',
-                    'PartyIDSource': '9',
-                    'PartyRole': 28
-                },
-                {
-                    'PartyID': 'iaculis',
-                    'PartyIDSource': 'F',
-                    'PartyRole': 2
-                }
-            ]
-        }
-    };
-}
-function getPartiesNoDelimiter() {
-    return {
-        'Parties': {
-            'NoPartyIDs': [
-                {
-                    'PartyIDSource': '9',
-                    'PartyRole': 28
-                }
-            ]
-        }
-    };
-}
-test('encode repeated group of simple repository Parties', () => {
-    expect(er).toBeTruthy();
-    const e = getParties();
-    const fix = toFix(e, er);
-    expect(fix).toEqual('453=2|448=magna.|447=9|452=28|448=iaculis|447=F|452=2|');
-});
-test('use a carat as log delimiter', () => {
-    expect(er).toBeTruthy();
-    const caratEncoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Soh, buffer_1.AsciiChars.Carat);
-    const e = getParties();
-    const fix = toFix(e, er, caratEncoder);
-    expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^');
-});
-test('use a carat as log delimiter with Soh in buffer to show encoding still works', () => {
-    expect(er).toBeTruthy();
-    const caratEncoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Soh, buffer_1.AsciiChars.Carat);
-    const e = getParties();
-    const fix = toFix(e, er, caratEncoder);
-    expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^');
-    const trimmed = caratEncoder.trim().toString();
-    expect(trimmed).toEqual('453=2
448=magna.
447=9
452=28
448=iaculis
447=F
452=2
');
-});
-test('encode repeated group with no delimiter - should throw', () => {
-    expect(er).toBeTruthy();
-    const e = getPartiesNoDelimiter();
-    function run() {
-        toFix(e, er);
-    }
-    expect(run).toThrow(/no delimiter/);
-});
-test('encode repeated group with no array - should throw', () => {
-    expect(er).toBeTruthy();
-    const e = {
-        'Parties': {
-            'NoPartyIDs': 'should be an array'
-        }
-    };
-    function run() {
-        toFix(e, er);
-    }
-    expect(run).toThrow(/expected array/);
-});
-test('encode repeated group with empty array', () => {
-    expect(er).toBeTruthy();
-    const e = {
-        'Parties': {
-            'NoPartyIDs': []
-        }
-    };
-    expect(toFix(e, er)).toEqual('453=0|');
-});
-function getInstrument() {
-    return {
-        'Instrument': {
-            'Symbol': 'ac,',
-            'SymbolSfx': 'non',
-            'SecurityID': 'Pellentesque',
-            'SecurityIDSource': 'B',
-            'Product': 2
-        }
-    };
-}
-function getInstrumentNestedGroup() {
-    return {
-        'Instrument': {
-            'Symbol': 'ac,',
-            'SymbolSfx': 'non',
-            'SecurityID': 'Pellentesque',
-            'SecurityIDSource': 'B',
-            'SecAltIDGrp': {
-                'NoSecurityAltID': [
-                    {
-                        'SecurityAltID': 'lorem',
-                        'SecurityAltIDSource': 'consequat'
-                    },
-                    {
-                        'SecurityAltID': 'sapien',
-                        'SecurityAltIDSource': 'tempor'
-                    }
-                ]
-            },
-            'Product': 2
-        }
-    };
-}
-test('encode component', () => {
-    expect(er).toBeTruthy();
-    const e = getInstrument();
-    expect(toFix(e, er)).toEqual('55=ac,|65=non|48=Pellentesque|22=B|460=2|');
-});
-test('encode component nested group', () => {
-    expect(er).toBeTruthy();
-    const e = getInstrumentNestedGroup();
-    expect(toFix(e, er)).toEqual('55=ac,|65=non|48=Pellentesque|22=B|454=2|455=lorem|456=consequat|455=sapien|456=tempor|460=2|');
-});
-test('encode group missing delimiter', () => {
-    expect(er).toBeTruthy();
-    const e = getInstrumentNestedGroup();
-    delete e.Instrument.SecAltIDGrp.NoSecurityAltID[0]['SecurityAltID'];
-    function run() {
-        toFix(e, er);
-    }
-    expect(run).toThrow(/group instance with no delimiter field SecurityAltID/);
-});
-test('encode group not an array of', () => {
-    expect(er).toBeTruthy();
-    const e = {
-        'Instrument': {
-            'Symbol': 'ac,',
-            'SymbolSfx': 'non',
-            'SecurityID': 'Pellentesque',
-            'SecurityIDSource': 'B',
-            'SecAltIDGrp': {
-                'NoSecurityAltID': {
-                    elements: []
-                }
-            },
-            'Product': 2
-        }
-    };
-    function run() {
-        toFix(e, er);
-    }
-    expect(run).toThrow(/expected array instance for group NoSecurityAltID/);
-});
-//# sourceMappingURL=ascii-encode.test.js.map

package/dist/test/ascii-encode.test.js.map

@@ -1 +0,0 @@
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* as path from 'path'\r\nimport { ComponentFieldDefinition, ContainedFieldSet, FixDefinitions, MessageDefinition } from '../dictionary'\r\nimport { AsciiChars, AsciiEncoder, AsciiParser, MsgView, Tags, TimeFormatter } from '../buffer'\r\nimport { ILooseObject } from '../collections/collection'\r\nimport { AsciiMsgTransmitter, ISessionDescription, SessionMsgFactory, StringDuplex } from '../transport'\r\nimport { JsFixConfig } from '../config'\r\nimport { getDefinitions } from '../util'\r\n\r\nconst root: string = path.join(__dirname, '../../data')\r\n\r\nlet definitions: FixDefinitions\r\nlet session: AsciiMsgTransmitter\r\nlet encoder: AsciiEncoder\r\nlet nos: MessageDefinition\r\nlet er: MessageDefinition\r\n\r\nconst localDate: Date = new Date(2018, 6, 25)\r\nconst utcTimeStamp: Date = new Date(Date.UTC(2018, 5, 10, 16, 35, 0, 246))\r\nconst utcDate: Date = new Date(Date.UTC(2018, 5, 10, 0, 0, 0, 0))\r\nconst utcTime: Date = new Date(Date.UTC(2018, 0, 1, 16, 35, 0, 246))\r\n\r\nbeforeAll(async () => {\r\n  const sessionDescription: ISessionDescription = require(path.join(root, 'session/qf-fix44.json'))\r\n  definitions = await getDefinitions(sessionDescription.application.dictionary)\r\n  const config = new JsFixConfig(new SessionMsgFactory(sessionDescription), definitions, sessionDescription, AsciiChars.Pipe)\r\n  session = new AsciiMsgTransmitter(config)\r\n  encoder = new AsciiEncoder(session.buffer, definitions, new TimeFormatter(session.buffer), AsciiChars.Pipe)\r\n  nos = definitions.message.get('NewOrderSingle')\r\n  er = definitions.message.get('ExecutionReport')\r\n}, 45000)\r\n\r\ntest('expect a definition ', () => {\r\n  expect(nos).toBeTruthy()\r\n})\r\n\r\nfunction toFix (o: ILooseObject, set?: ContainedFieldSet, enc?: AsciiEncoder): string {\r\n  const theEncode = enc ? enc : encoder\r\n  session.buffer.reset()\r\n  if (set) {\r\n    theEncode.encode(o, set.name)\r\n  } else {\r\n    theEncode.encode(o, nos.name)\r\n  }\r\n  return session.buffer.toString()\r\n}\r\n\r\nfunction toFixMessage (o: ILooseObject, msg: MessageDefinition): string {\r\n  session.encodeMessage(msg.msgType, o)\r\n  return session.buffer.toString()\r\n}\r\n\r\nclass ParsingResult {\r\n  constructor (public readonly event: string, public readonly msgType: string, public readonly view: MsgView,\r\n               public readonly contents: string, public readonly parser: AsciiParser) {\r\n  }\r\n}\r\n\r\nfunction toParse (text: string, chunks: boolean = false): Promise<ParsingResult> {\r\n  return new Promise<any>((resolve, reject) => {\r\n    const parser = new AsciiParser(definitions, new StringDuplex(text, chunks).readable, AsciiChars.Pipe)\r\n    parser.on('error', (e: Error) => {\r\n      reject(e)\r\n    })\r\n    parser.on('msg', (msgType: string, view: MsgView) => {\r\n      resolve(new ParsingResult('msg', msgType, view.clone(), parser.state.elasticBuffer.toString(), parser))\r\n    })\r\n    parser.on('done', () => {\r\n      resolve(new ParsingResult('done', null,null, parser.state.elasticBuffer.toString(), parser))\r\n    })\r\n  })\r\n}\r\n\r\ntest('encode heartbeat', async () => {\r\n  const factory = session.config.factory\r\n  const hb = factory.heartbeat('test01')\r\n  const hbd = definitions.message.get('Heartbeat')\r\n  const fix = toFixMessage(hb, hbd)\r\n  expect(fix).toBeTruthy()\r\n  const res: ParsingResult = await toParse(fix)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual('0')\r\n  const len = res.view.getTyped(Tags.BodyLengthTag)\r\n  const expected = fix.length - '8=FIX4.4|9=0000081|'.length - '10=159|'.length\r\n  expect(len).toEqual(expected)\r\n})\r\n\r\ntest('encode custom header PossDupFlag', () => {\r\n  const no: ILooseObject = {\r\n    StandardHeader: {\r\n      PossDupFlag: true\r\n    }\r\n  }\r\n  const fix: string = toFixMessage(no, definitions.message.get('Heartbeat'))\r\n  expect(fix).toMatch('43=Y|')\r\n})\r\n\r\ntest('encode custom header PossDupFlag', () => {\r\n  const no: ILooseObject = {\r\n    StandardHeader: {\r\n      MsgSeqNum: 9999\r\n    }\r\n  }\r\n  const fix: string = toFixMessage(no, definitions.message.get('Heartbeat'))\r\n  expect(fix).toMatch('34=9999|')\r\n})\r\n\r\ntest('encode string ClOrdID ', () => {\r\n  const no: ILooseObject = {}\r\n  no.ClOrdID = 'Order-a'\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('11=Order-a|')\r\n})\r\n\r\ntest('encode empty string', () => {\r\n  const no: ILooseObject = {}\r\n  no.ClOrdID = ''\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('11=|')\r\n})\r\n\r\ntest('encode null string', () => {\r\n  const no: ILooseObject = {}\r\n  no.ClOrdID = null\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('')\r\n})\r\n\r\ntest('encode +ve numeric (int) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = 100\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=100|')\r\n})\r\n\r\ntest('encode -ve numeric (int) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = -100\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=-100|')\r\n})\r\n\r\ntest('encode +ve numeric (double 8dp) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = 123.12345678\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=123.12345678|')\r\n})\r\n\r\ntest('encode +ve numeric (double 14dp) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = 123.12345678901234\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=123.12345678901234|')\r\n})\r\n\r\ntest('encode -ve numeric (double 14dp) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = -123.12345678901234\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=-123.12345678901234|')\r\n})\r\n\r\ntest('encode +ve string Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = '123.12345678901234'\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=123.12345678901234|')\r\n})\r\n\r\ntest('encode LocalDate TradeDate ', () => {\r\n  const no: ILooseObject = {}\r\n  no.TradeDate = localDate\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('75=20180725|')\r\n})\r\n\r\ntest('encode UTCTIMESTAMP ExpireTime ', () => {\r\n  const no: ILooseObject = {}\r\n  no.ExpireTime = utcTimeStamp\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('126=20180610-16:35:00.246|')\r\n})\r\n\r\ntest('encode UTCTIMESTAMP ExpireTime - check padding', () => {\r\n  const no: ILooseObject = {}\r\n  no.ExpireTime = new Date(Date.UTC(2018, 0, 1, 0, 0, 0, 1))\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('126=20180101-00:00:00.001|')\r\n})\r\n\r\ntest('encode UTCDATEONLY MDEntryDate', () => {\r\n  const mdGrp: ComponentFieldDefinition = definitions.component.get('MDFullGrp')\r\n  expect(mdGrp).toBeTruthy()\r\n  const grp: ILooseObject = {\r\n    NoMDEntries: [\r\n      {\r\n        MDEntryType: '0',\r\n        MDEntryDate: utcDate\r\n      }\r\n    ]\r\n  }\r\n  const fix: string = toFix(grp, mdGrp)\r\n  expect(fix).toEqual('268=1|269=0|272=20180610|')\r\n})\r\n\r\ntest('encode UTCTIMEONLY MDEntryTime', () => {\r\n  const mdGrp: ComponentFieldDefinition = definitions.component.get('MDFullGrp')\r\n  expect(mdGrp).toBeTruthy()\r\n  const grp: ILooseObject = {\r\n    NoMDEntries: [\r\n      {\r\n        MDEntryType: '0',\r\n        MDEntryTime: utcTime\r\n      }\r\n    ]\r\n  }\r\n  const fix: string = toFix(grp, mdGrp)\r\n  expect(fix).toEqual('268=1|269=0|273=16:35:00.246|')\r\n})\r\n\r\ntest('encode BOOLEAN (true) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = true\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=Y|')\r\n})\r\n\r\ntest('encode BOOLEAN (truthy) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = 1\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=Y|')\r\n})\r\n\r\ntest('encode BOOLEAN (string) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = 'TRUE'\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=Y|')\r\n})\r\n\r\ntest('encode BOOLEAN (false) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = false\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=N|')\r\n})\r\n\r\ntest('encode BOOLEAN (falsy) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = 0\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=N|')\r\n})\r\n\r\ntest('encode RawData EncodedText', () => {\r\n  expect(er).toBeTruthy()\r\n  const toEncode: string = 'this is fix'\r\n  const e: ILooseObject = {\r\n    EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')\r\n  }\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('354=11|355=this is fix|')\r\n})\r\n\r\ntest('encode empty RawData EncodedText', () => {\r\n  expect(er).toBeTruthy()\r\n  const toEncode: string = ''\r\n  const e: ILooseObject = {\r\n    EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')\r\n  }\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('354=0|355=|')\r\n})\r\n\r\nfunction getParties (): ILooseObject {\r\n  return {\r\n    'Parties': {\r\n      'NoPartyIDs': [\r\n        {\r\n          'PartyID': 'magna.',\r\n          'PartyIDSource': '9',\r\n          'PartyRole': 28\r\n        },\r\n        {\r\n          'PartyID': 'iaculis',\r\n          'PartyIDSource': 'F',\r\n          'PartyRole': 2\r\n        }]\r\n    }\r\n  }\r\n}\r\n\r\nfunction getPartiesNoDelimiter (): ILooseObject {\r\n  return {\r\n    'Parties': {\r\n      'NoPartyIDs': [\r\n        {\r\n                    // missing PartyID\r\n          'PartyIDSource': '9',\r\n          'PartyRole': 28\r\n        }\r\n      ]\r\n    }\r\n  }\r\n}\r\n\r\ntest('encode repeated group of simple repository Parties', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getParties()\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('453=2|448=magna.|447=9|452=28|448=iaculis|447=F|452=2|')\r\n})\r\n\r\ntest('use a carat as log delimiter', () => {\r\n  expect(er).toBeTruthy()\r\n  const caratEncoder = new AsciiEncoder(session.buffer, definitions, new TimeFormatter(session.buffer), AsciiChars.Soh, AsciiChars.Carat)\r\n  const e: ILooseObject = getParties()\r\n  const fix: string = toFix(e, er, caratEncoder)\r\n  expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^')\r\n})\r\n\r\ntest('use a carat as log delimiter with Soh in buffer to show encoding still works', () => {\r\n  expect(er).toBeTruthy()\r\n  const caratEncoder = new AsciiEncoder(session.buffer, definitions, new TimeFormatter(session.buffer), AsciiChars.Soh, AsciiChars.Carat)\r\n  const e: ILooseObject = getParties()\r\n  const fix: string = toFix(e, er, caratEncoder)\r\n  expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^')\r\n  const trimmed = caratEncoder.trim().toString()\r\n  expect(trimmed).toEqual('453=2\u0001448=magna.\u0001447=9\u0001452=28\u0001448=iaculis\u0001447=F\u0001452=2\u0001')\r\n})\r\n\r\ntest('encode repeated group with no delimiter - should throw', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getPartiesNoDelimiter()\r\n  function run (): void {\r\n    toFix(e, er)\r\n  }\r\n  expect(run).toThrow(/no delimiter/)\r\n})\r\n\r\ntest('encode repeated group with no array - should throw', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {\r\n    'Parties': {\r\n      'NoPartyIDs': 'should be an array'\r\n    }\r\n  }\r\n  function run (): void {\r\n    toFix(e, er)\r\n  }\r\n  expect(run).toThrow(/expected array/)\r\n})\r\n\r\ntest('encode repeated group with empty array', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {\r\n    'Parties': {\r\n      'NoPartyIDs': []\r\n    }\r\n  }\r\n  expect(toFix(e, er)).toEqual('453=0|')\r\n})\r\n\r\nfunction getInstrument (): ILooseObject {\r\n  return {\r\n    'Instrument': {\r\n      'Symbol': 'ac,',\r\n      'SymbolSfx': 'non',\r\n      'SecurityID': 'Pellentesque',\r\n      'SecurityIDSource': 'B',\r\n      'Product': 2\r\n    }\r\n  }\r\n}\r\n\r\nfunction getInstrumentNestedGroup (): ILooseObject {\r\n  return {\r\n    'Instrument': {\r\n      'Symbol': 'ac,',\r\n      'SymbolSfx': 'non',\r\n      'SecurityID': 'Pellentesque',\r\n      'SecurityIDSource': 'B',\r\n      'SecAltIDGrp': {\r\n        'NoSecurityAltID': [\r\n          {\r\n            'SecurityAltID': 'lorem',\r\n            'SecurityAltIDSource': 'consequat'\r\n          },\r\n          {\r\n            'SecurityAltID': 'sapien',\r\n            'SecurityAltIDSource': 'tempor'\r\n          }\r\n        ]\r\n      },\r\n      'Product': 2\r\n    }\r\n  }\r\n}\r\n\r\ntest('encode component', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getInstrument()\r\n  expect(toFix(e, er)).toEqual('55=ac,|65=non|48=Pellentesque|22=B|460=2|')\r\n})\r\n\r\ntest('encode component nested group', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getInstrumentNestedGroup()\r\n  expect(toFix(e, er)).toEqual('55=ac,|65=non|48=Pellentesque|22=B|454=2|455=lorem|456=consequat|455=sapien|456=tempor|460=2|')\r\n})\r\n\r\ntest('encode group missing delimiter', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getInstrumentNestedGroup()\r\n  delete e.Instrument.SecAltIDGrp.NoSecurityAltID[0]['SecurityAltID']\r\n  function run () {\r\n    toFix(e, er)\r\n  }\r\n  expect(run).toThrow(/group instance with no delimiter field SecurityAltID/)\r\n})\r\n\r\ntest('encode group not an array of', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {\r\n    'Instrument': {\r\n      'Symbol': 'ac,',\r\n      'SymbolSfx': 'non',\r\n      'SecurityID': 'Pellentesque',\r\n      'SecurityIDSource': 'B',\r\n      'SecAltIDGrp': {\r\n        'NoSecurityAltID': {\r\n          elements: []\r\n        }\r\n      },\r\n      'Product': 2\r\n    }\r\n  }\r\n  function run () {\r\n    toFix(e, er)\r\n  }\r\n  expect(run).toThrow(/expected array instance for group NoSecurityAltID/)\r\n})\r\n"]}

package/dist/test/ascii-encoder.test.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/test/ascii-encoder.test.js.map

@@ -1 +0,0 @@
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* as path from 'path'\r\nimport { ComponentFieldDefinition, ContainedFieldSet, FixDefinitions, MessageDefinition } from '../dictionary'\r\nimport { AsciiChars, AsciiEncoder, AsciiParser, MsgView, Tags, TimeFormatter } from '../buffer'\r\nimport { ILooseObject } from '../collections/collection'\r\nimport { AsciiMsgTransmitter, ISessionDescription, StringDuplex } from '../transport'\r\nimport { JsFixConfig } from '../config'\r\nimport { getDefinitions } from '../util'\r\nimport { IInstrument, INewOrderSingle, IOrderQtyData, OrdType, SecurityIDSource, SecurityType, Side, TimeInForce, IStandardHeader } from '../types/FIX4.4/quickfix'\r\nimport { MsgType } from '..'\r\nimport { AsciiSessionMsgFactory } from '../transport/ascii'\r\n\r\nconst root: string = path.join(__dirname, '../../data')\r\n\r\nlet definitions: FixDefinitions\r\nlet session: AsciiMsgTransmitter\r\nlet encoder: AsciiEncoder\r\nlet nos: MessageDefinition\r\nlet er: MessageDefinition\r\n\r\nconst localDate: Date = new Date(2018, 6, 25)\r\nconst utcTimeStamp: Date = new Date(Date.UTC(2018, 5, 10, 16, 35, 0, 246))\r\nconst utcDate: Date = new Date(Date.UTC(2018, 5, 10, 0, 0, 0, 0))\r\nconst utcTime: Date = new Date(Date.UTC(2018, 0, 1, 16, 35, 0, 246))\r\n\r\nbeforeAll(async () => {\r\n  const sessionDescription: ISessionDescription = require(path.join(root, 'session/qf-fix44.json'))\r\n  definitions = await getDefinitions(sessionDescription.application.dictionary)\r\n  const config = new JsFixConfig(new AsciiSessionMsgFactory(sessionDescription), definitions, sessionDescription, AsciiChars.Pipe)\r\n  session = new AsciiMsgTransmitter(config)\r\n  encoder = new AsciiEncoder(session.buffer, definitions, new TimeFormatter(session.buffer), AsciiChars.Pipe)\r\n  nos = definitions.message.get('NewOrderSingle')\r\n  er = definitions.message.get('ExecutionReport')\r\n}, 45000)\r\n\r\ntest('expect a definition ', () => {\r\n  expect(nos).toBeTruthy()\r\n})\r\n\r\nfunction toFix (o: ILooseObject, set?: ContainedFieldSet, enc?: AsciiEncoder): string {\r\n  const theEncode = enc ? enc : encoder\r\n  session.buffer.reset()\r\n  if (set) {\r\n    theEncode.encode(o, set.name)\r\n  } else {\r\n    theEncode.encode(o, nos.name)\r\n  }\r\n  return session.buffer.toString()\r\n}\r\n\r\nfunction toFixMessage (o: ILooseObject, msg: MessageDefinition): string {\r\n  session.encodeMessage(msg.msgType, o)\r\n  return session.buffer.toString()\r\n}\r\n\r\nclass ParsingResult {\r\n  constructor (public readonly event: string, public readonly msgType: string, public readonly view: MsgView,\r\n               public readonly contents: string, public readonly parser: AsciiParser) {\r\n  }\r\n}\r\n\r\nfunction toParse (text: string, chunks: boolean = false): Promise<ParsingResult> {\r\n  return new Promise<any>((resolve, reject) => {\r\n    const parser = new AsciiParser(definitions, new StringDuplex(text, chunks).readable, AsciiChars.Pipe)\r\n    parser.on('error', (e: Error) => {\r\n      reject(e)\r\n    })\r\n    parser.on('msg', (msgType: string, view: MsgView) => {\r\n      resolve(new ParsingResult('msg', msgType, view.clone(), parser.state.elasticBuffer.toString(), parser))\r\n    })\r\n    parser.on('done', () => {\r\n      resolve(new ParsingResult('done', null,null, parser.state.elasticBuffer.toString(), parser))\r\n    })\r\n  })\r\n}\r\n\r\ntest('encode heartbeat', async () => {\r\n  const factory = session.config.factory\r\n  const hb = factory.heartbeat('test01')\r\n  const hbd = definitions.message.get('Heartbeat')\r\n  const fix = toFixMessage(hb, hbd)\r\n  expect(fix).toBeTruthy()\r\n  const res: ParsingResult = await toParse(fix)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual('0')\r\n  const len = res.view.getTyped(Tags.BodyLengthTag)\r\n  const expected = fix.length - '8=FIX4.4|9=0000081|'.length - '10=159|'.length\r\n  expect(len).toEqual(expected)\r\n})\r\n\r\ntest('encode custom header PossDupFlag', () => {\r\n  const no: ILooseObject = {\r\n    StandardHeader: {\r\n      PossDupFlag: true\r\n    }\r\n  }\r\n  const fix: string = toFixMessage(no, definitions.message.get('Heartbeat'))\r\n  expect(fix).toMatch('43=Y|')\r\n})\r\n\r\ntest('encode custom header PossDupFlag', () => {\r\n  const no: ILooseObject = {\r\n    StandardHeader: {\r\n      MsgSeqNum: 9999\r\n    }\r\n  }\r\n  const fix: string = toFixMessage(no, definitions.message.get('Heartbeat'))\r\n  expect(fix).toMatch('34=9999|')\r\n})\r\n\r\ntest('encode string ClOrdID ', () => {\r\n  const no: ILooseObject = {}\r\n  no.ClOrdID = 'Order-a'\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('11=Order-a|')\r\n})\r\n\r\ntest('should not encode empty string', () => {\r\n  const no: ILooseObject = {}\r\n  no.ClOrdID = ''\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('')\r\n})\r\n\r\ntest('should not encode null string', () => {\r\n  const no: ILooseObject = {}\r\n  no.ClOrdID = null\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('')\r\n})\r\n\r\ntest('encode +ve numeric (int) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = 100\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=100|')\r\n})\r\n\r\ntest('encode -ve numeric (int) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = -100\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=-100|')\r\n})\r\n\r\ntest('encode +ve numeric (double 8dp) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = 123.12345678\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=123.12345678|')\r\n})\r\n\r\ntest('encode +ve numeric (double 14dp) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = 123.12345678901234\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=123.12345678901234|')\r\n})\r\n\r\ntest('encode -ve numeric (double 14dp) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = -123.12345678901234\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=-123.12345678901234|')\r\n})\r\n\r\ntest('encode +ve string Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = '123.12345678901234'\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=123.12345678901234|')\r\n})\r\n\r\ntest('encode LocalDate TradeDate ', () => {\r\n  const no: ILooseObject = {}\r\n  no.TradeDate = localDate\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('75=20180725|')\r\n})\r\n\r\ntest('encode UTCTIMESTAMP ExpireTime ', () => {\r\n  const no: ILooseObject = {}\r\n  no.ExpireTime = utcTimeStamp\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('126=20180610-16:35:00.246|')\r\n})\r\n\r\ntest('encode UTCTIMESTAMP ExpireTime - check padding', () => {\r\n  const no: ILooseObject = {}\r\n  no.ExpireTime = new Date(Date.UTC(2018, 0, 1, 0, 0, 0, 1))\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('126=20180101-00:00:00.001|')\r\n})\r\n\r\ntest('encode UTCDATEONLY MDEntryDate', () => {\r\n  const mdGrp: ComponentFieldDefinition = definitions.component.get('MDFullGrp')\r\n  expect(mdGrp).toBeTruthy()\r\n  const grp: ILooseObject = {\r\n    NoMDEntries: [\r\n      {\r\n        MDEntryType: '0',\r\n        MDEntryDate: utcDate\r\n      }\r\n    ]\r\n  }\r\n  const fix: string = toFix(grp, mdGrp)\r\n  expect(fix).toEqual('268=1|269=0|272=20180610|')\r\n})\r\n\r\ntest('encode UTCTIMEONLY MDEntryTime', () => {\r\n  const mdGrp: ComponentFieldDefinition = definitions.component.get('MDFullGrp')\r\n  expect(mdGrp).toBeTruthy()\r\n  const grp: ILooseObject = {\r\n    NoMDEntries: [\r\n      {\r\n        MDEntryType: '0',\r\n        MDEntryTime: utcTime\r\n      }\r\n    ]\r\n  }\r\n  const fix: string = toFix(grp, mdGrp)\r\n  expect(fix).toEqual('268=1|269=0|273=16:35:00.246|')\r\n})\r\n\r\ntest('encode BOOLEAN (true) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = true\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=Y|')\r\n})\r\n\r\ntest('encode BOOLEAN (truthy) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = 1\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=Y|')\r\n})\r\n\r\ntest('encode BOOLEAN (string) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = 'TRUE'\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=Y|')\r\n})\r\n\r\ntest('encode BOOLEAN (false) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = false\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=N|')\r\n})\r\n\r\ntest('encode BOOLEAN (falsy) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = 0\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=N|')\r\n})\r\n\r\ntest('encode RawData EncodedText', () => {\r\n  expect(er).toBeTruthy()\r\n  const toEncode: string = 'this is fix'\r\n  const e: ILooseObject = {\r\n    EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')\r\n  }\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('354=11|355=this is fix|')\r\n})\r\n\r\ntest('encode empty RawData EncodedText', () => {\r\n  expect(er).toBeTruthy()\r\n  const toEncode: string = ''\r\n  const e: ILooseObject = {\r\n    EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')\r\n  }\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('354=0|355=|')\r\n})\r\n\r\nfunction getParties (): ILooseObject {\r\n  return {\r\n    'Parties': {\r\n      'NoPartyIDs': [\r\n        {\r\n          'PartyID': 'magna.',\r\n          'PartyIDSource': '9',\r\n          'PartyRole': 28\r\n        },\r\n        {\r\n          'PartyID': 'iaculis',\r\n          'PartyIDSource': 'F',\r\n          'PartyRole': 2\r\n        }]\r\n    }\r\n  }\r\n}\r\n\r\nfunction getPartiesNoDelimiter (): ILooseObject {\r\n  return {\r\n    'Parties': {\r\n      'NoPartyIDs': [\r\n        {\r\n                    // missing PartyID\r\n          'PartyIDSource': '9',\r\n          'PartyRole': 28\r\n        }\r\n      ]\r\n    }\r\n  }\r\n}\r\n\r\ntest('encode repeated group of simple repository Parties', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getParties()\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('453=2|448=magna.|447=9|452=28|448=iaculis|447=F|452=2|')\r\n})\r\n\r\ntest('use a carat as log delimiter', () => {\r\n  expect(er).toBeTruthy()\r\n  const caratEncoder = new AsciiEncoder(session.buffer, definitions, new TimeFormatter(session.buffer), AsciiChars.Soh, AsciiChars.Carat)\r\n  const e: ILooseObject = getParties()\r\n  const fix: string = toFix(e, er, caratEncoder)\r\n  expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^')\r\n})\r\n\r\ntest('use a carat as log delimiter with Soh in buffer to show encoding still works', () => {\r\n  expect(er).toBeTruthy()\r\n  const caratEncoder = new AsciiEncoder(session.buffer, definitions, new TimeFormatter(session.buffer), AsciiChars.Soh, AsciiChars.Carat)\r\n  const e: ILooseObject = getParties()\r\n  const fix: string = toFix(e, er, caratEncoder)\r\n  expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^')\r\n  const trimmed = caratEncoder.trim().toString()\r\n  expect(trimmed).toEqual('453=2\u0001448=magna.\u0001447=9\u0001452=28\u0001448=iaculis\u0001447=F\u0001452=2\u0001')\r\n})\r\n\r\ntest('encode repeated group with no delimiter - should throw', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getPartiesNoDelimiter()\r\n  function run (): void {\r\n    toFix(e, er)\r\n  }\r\n  expect(run).toThrow(/no delimiter/)\r\n})\r\n\r\ntest('encode repeated group with no array - should throw', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {\r\n    'Parties': {\r\n      'NoPartyIDs': 'should be an array'\r\n    }\r\n  }\r\n  function run (): void {\r\n    toFix(e, er)\r\n  }\r\n  expect(run).toThrow(/expected array/)\r\n})\r\n\r\ntest('encode repeated group with empty array', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {\r\n    'Parties': {\r\n      'NoPartyIDs': []\r\n    }\r\n  }\r\n  expect(toFix(e, er)).toEqual('453=0|')\r\n})\r\n\r\nfunction getInstrument (): ILooseObject {\r\n  return {\r\n    'Instrument': {\r\n      'Symbol': 'ac,',\r\n      'SymbolSfx': 'non',\r\n      'SecurityID': 'Pellentesque',\r\n      'SecurityIDSource': 'B',\r\n      'Product': 2\r\n    }\r\n  }\r\n}\r\n\r\nfunction getInstrumentNestedGroup (): ILooseObject {\r\n  return {\r\n    'Instrument': {\r\n      'Symbol': 'ac,',\r\n      'SymbolSfx': 'non',\r\n      'SecurityID': 'Pellentesque',\r\n      'SecurityIDSource': 'B',\r\n      'SecAltIDGrp': {\r\n        'NoSecurityAltID': [\r\n          {\r\n            'SecurityAltID': 'lorem',\r\n            'SecurityAltIDSource': 'consequat'\r\n          },\r\n          {\r\n            'SecurityAltID': 'sapien',\r\n            'SecurityAltIDSource': 'tempor'\r\n          }\r\n        ]\r\n      },\r\n      'Product': 2\r\n    }\r\n  }\r\n}\r\n\r\ntest('encode component', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getInstrument()\r\n  expect(toFix(e, er)).toEqual('55=ac,|65=non|48=Pellentesque|22=B|460=2|')\r\n})\r\n\r\ntest('encode component nested group', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getInstrumentNestedGroup()\r\n  expect(toFix(e, er)).toEqual('55=ac,|65=non|48=Pellentesque|22=B|454=2|455=lorem|456=consequat|455=sapien|456=tempor|460=2|')\r\n})\r\n\r\ntest('encode group missing delimiter', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getInstrumentNestedGroup()\r\n  delete e.Instrument.SecAltIDGrp.NoSecurityAltID[0]['SecurityAltID']\r\n  function run () {\r\n    toFix(e, er)\r\n  }\r\n  expect(run).toThrow(/group instance [1] inconsisent delimeter 456 expected tag 455/)\r\n})\r\n\r\ntest('encode group not an array of', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {\r\n    'Instrument': {\r\n      'Symbol': 'ac,',\r\n      'SymbolSfx': 'non',\r\n      'SecurityID': 'Pellentesque',\r\n      'SecurityIDSource': 'B',\r\n      'SecAltIDGrp': {\r\n        'NoSecurityAltID': {\r\n          elements: []\r\n        }\r\n      },\r\n      'Product': 2\r\n    }\r\n  }\r\n  function run () {\r\n    toFix(e, er)\r\n  }\r\n  expect(run).toThrow(/expected array instance for group NoSecurityAltID/)\r\n})\r\n\r\nfunction getCompID (securityType: SecurityType): string {\r\n  switch (securityType) {\r\n    case SecurityType.CommonStock: {\r\n      return 'DepA'\r\n    }\r\n\r\n    case SecurityType.CorporateBond: {\r\n      return 'DepB'\r\n    }\r\n\r\n    case SecurityType.ConvertibleBond: {\r\n      return 'DepC'\r\n    }\r\n\r\n    default:\r\n      return 'DepD'\r\n  }\r\n}\r\n\r\nfunction createOrder (id: number, symbol: string, securityType: SecurityType, side: Side, qty: number, price: number): INewOrderSingle {\r\n  return {\r\n    StandardHeader: {\r\n      DeliverToCompID: getCompID(securityType)\r\n    } as IStandardHeader,\r\n    ClOrdID: `Cli${id}`,\r\n    Account: 'MyAcc',\r\n    Side: side,\r\n    Price: price,\r\n    OrdType: OrdType.Limit,\r\n    OrderQtyData: {\r\n      OrderQty: qty\r\n    } as IOrderQtyData,\r\n    Instrument: {\r\n      SecurityType: securityType,\r\n      Symbol: symbol,\r\n      SecurityID: '459200101',\r\n      SecurityIDSource: SecurityIDSource.IsinNumber\r\n    } as IInstrument,\r\n    TimeInForce: TimeInForce.Day\r\n  } as INewOrderSingle\r\n}\r\n\r\ntest('encode custom header 1 - expect DeliverToCompID DepA', async () => {\r\n  const type = SecurityType.CommonStock\r\n  const o1 = createOrder(1, 'MS', type, Side.Buy, 100, 1000.0)\r\n  const nosd = definitions.message.get('NewOrderSingle')\r\n  const fix = toFixMessage(o1, nosd)\r\n  expect(fix).toBeTruthy()\r\n  const res: ParsingResult = await toParse(fix)\r\n  const tag = res.view.getTyped('DeliverToCompID')\r\n  expect(tag).toEqual('DepA')\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.NewOrderSingle)\r\n  const parsed: INewOrderSingle = res.view.toObject()\r\n  expect(parsed.StandardHeader.DeliverToCompID).toEqual('DepA')\r\n})\r\n\r\ntest('encode custom header 2 - expect DeliverToCompID DepC', async () => {\r\n  const type = SecurityType.ConvertibleBond\r\n  const o1 = createOrder(1, 'MSCb', type, Side.Buy, 100, 1000.0)\r\n  const nosd = definitions.message.get('NewOrderSingle')\r\n  const fix = toFixMessage(o1, nosd)\r\n  expect(fix).toBeTruthy()\r\n  const res: ParsingResult = await toParse(fix)\r\n  const tag = res.view.getTyped('DeliverToCompID')\r\n  expect(tag).toEqual('DepC')\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.NewOrderSingle)\r\n  const parsed: INewOrderSingle = res.view.toObject()\r\n  expect(parsed.StandardHeader.DeliverToCompID).toEqual('DepC')\r\n})\r\n\r\ntest('encode custom header - include MsgSeqNum (for resends we do not want to overwrite)', async () => {\r\n  const type = SecurityType.ConvertibleBond\r\n  const seqNum: number = 10\r\n  const o1 = createOrder(1, 'MSCb', type, Side.Buy, 100, 1000.0)\r\n  o1.StandardHeader.MsgSeqNum = seqNum\r\n  o1.StandardHeader.PossDupFlag = true\r\n  const nosd = definitions.message.get('NewOrderSingle')\r\n  expect(nosd).toBeTruthy()\r\n  const fix = toFixMessage(o1, nosd)\r\n  expect(fix).toBeTruthy()\r\n  const res: ParsingResult = await toParse(fix)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.NewOrderSingle)\r\n  const parsed: INewOrderSingle = res.view.toObject()\r\n  const h: IStandardHeader = parsed.StandardHeader\r\n  expect(h.DeliverToCompID).toEqual('DepC')\r\n  expect(h.MsgSeqNum).toEqual(seqNum)\r\n  expect(h.BeginString).toEqual('FIX4.4')\r\n  expect(h.PossDupFlag).toEqual(true)\r\n  expect(h.MsgType).toEqual(MsgType.NewOrderSingle)\r\n})\r\n"]}

package/dist/test/ascii-parser.test.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/test/ascii-parser.test.js.map

@@ -1 +0,0 @@
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{ TagPos, SegmentType, MsgView, AsciiChars, AsciiParser } from '../buffer'\r\nimport { FixDefinitions } from '../dictionary'\r\nimport { JsonHelper, getDefinitions } from '../util'\r\nimport { ISessionDescription, StringDuplex } from '../transport'\r\nimport * as path from 'path'\r\nimport { MsgType } from '..'\r\n\r\nlet definitions: FixDefinitions\r\nlet jsonHelper: JsonHelper\r\nconst root: string = path.join(__dirname, '../../data')\r\nconst logon: string = '8=FIX4.4|9=0000208|35=A|49=sender-10|56=target-20|34=1|57=sub-a|52=20180610-10:39:01.621|98=2|108=62441|95=20|96=VgfoSqo56NqSVI1fLdlI|141=Y|789=4886|383=20|384=1|372=ipsum|385=R|464=N|553=sit|554=consectetur|10=49|'\r\nconst expectedTagPos = [\r\n  new TagPos(0, 8, 2, 6),\r\n  new TagPos(1, 9, 11, 7),\r\n  new TagPos(2, 35, 22, 1),\r\n  new TagPos(3, 49, 27, 9),\r\n  new TagPos(4, 56, 40, 9),\r\n  new TagPos(5, 34, 53, 1),\r\n  new TagPos(6, 57, 58, 5),\r\n  new TagPos(7, 52, 67, 21),\r\n  new TagPos(8, 98, 92, 1),\r\n  new TagPos(9, 108, 98, 5),\r\n  new TagPos(10, 95, 107, 2),\r\n  new TagPos(11, 96, 113, 20),\r\n  new TagPos(12, 141, 138, 1),\r\n  new TagPos(13, 789, 144, 4),\r\n  new TagPos(14, 383, 153, 2),\r\n  new TagPos(15, 384, 160, 1),\r\n  new TagPos(16, 372, 166, 5),\r\n  new TagPos(17, 385, 176, 1),\r\n  new TagPos(18, 464, 182, 1),\r\n  new TagPos(19, 553, 188, 3),\r\n  new TagPos(20, 554, 196, 11),\r\n  new TagPos(21, 10, 211, 2)]\r\n\r\nbeforeAll(async () => {\r\n  expect.assertions(1)\r\n  const sessionDescription: ISessionDescription = require(path.join(root, 'session/test-initiator.json'))\r\n  definitions = await getDefinitions(sessionDescription.application.dictionary)\r\n  jsonHelper = new JsonHelper(definitions)\r\n}, 45000)\r\n\r\nclass ParsingResult {\r\n  constructor (public readonly event: string, public readonly msgType: string, public readonly view: MsgView,\r\n               public readonly contents: string, public readonly parser: AsciiParser) {\r\n  }\r\n}\r\n\r\nfunction toParse (text: string, chunks: boolean = false): Promise<ParsingResult> {\r\n  return new Promise<any>((resolve, reject) => {\r\n    const parser = new AsciiParser(definitions, new StringDuplex(text, chunks).readable, AsciiChars.Pipe)\r\n    const buffer = parser.state.elasticBuffer\r\n    parser.on('error', (e: Error) => {\r\n      reject(e)\r\n    })\r\n    parser.on('msg', (msgType: string, view: MsgView) => {\r\n      resolve(new ParsingResult('msg', msgType, view.clone(), buffer.toString(), parser))\r\n    })\r\n    parser.on('done', () => {\r\n      resolve(new ParsingResult('done', null,null, buffer.toString(), parser))\r\n    })\r\n  })\r\n}\r\n\r\ntest('begin string incorrectly placed', () => {\r\n  return expect(toParse('8=FIX4.4|8=FIX4.4|')).rejects.toEqual(\r\n    new Error('BeginString: not expected at position [2]')\r\n  )\r\n})\r\n\r\ntest('body length incorrectly placed', () => {\r\n  return expect(toParse('8=FIX4.4|9=101|9=101|')).rejects.toEqual(\r\n    new Error('BodyLengthTag: not expected at position [3]')\r\n  )\r\n})\r\n\r\ntest('msg type incorrectly placed', () => {\r\n  return expect(toParse('8=FIX4.4|9=101|35=A|35=A|')).rejects.toEqual(\r\n    new Error('MsgTag: not expected at position [4]')\r\n  )\r\n})\r\n\r\ntest('do not start with 8=', () => {\r\n  return expect(toParse('59=FIX4.4|')).rejects.toEqual(\r\n    new Error('position 1 [59] must be BeginString: 8=')\r\n  )\r\n})\r\n\r\ntest('body length incorrectly placed', () => {\r\n  return expect(toParse('8=FIX4.4|59=101|9=101|')).rejects.toEqual(\r\n    new Error('position 2 [59] must be BodyLengthTag: 9=')\r\n  )\r\n})\r\n\r\ntest('msgTag incorrectly placed', () => {\r\n  return expect(toParse('8=FIX4.4|9=101|59=A|')).rejects.toEqual(\r\n    new Error('position 3 [59] must be MsgTag: 35=')\r\n  )\r\n})\r\n\r\ntest('first 3 fields correctly placed', async () => {\r\n  const res: ParsingResult = await toParse('8=FIX4.4|9=101|35=A|')\r\n  expect(res.event).toEqual('done')\r\n})\r\n\r\ntest('complete msg parsed', async () => {\r\n  const res: ParsingResult = await toParse(logon)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.Logon)\r\n})\r\n\r\ntest('complete msg in chunks parsed', async () => {\r\n  const res: ParsingResult = await toParse(logon, true)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.Logon)\r\n})\r\n\r\ntest('msg sent in chunks matches parser buffer', async () => {\r\n  const res: ParsingResult = await toParse(logon, true)\r\n  expect(res.msgType).toEqual(MsgType.Logon)\r\n  expect(res.contents).toEqual(logon)\r\n})\r\n\r\ntest('logon parsers to correct tag set', async () => {\r\n  const res: ParsingResult = await toParse(logon, true)\r\n  expect(res.msgType).toEqual(MsgType.Logon)\r\n  expect(res.view.structure.tags.tagPos).toEqual(expectedTagPos)\r\n})\r\n\r\ntest('tags other than 10 past body length', async () => {\r\n  const begin = '8=FIX4.4|9=0000208|'\r\n  const changed = logon.replace('10=49|','555=you know nothin|10=49')\r\n  return expect(toParse(changed)).rejects.toEqual(\r\n    new Error(`Tag: [555] cant be after ${208 + begin.length - 1}`)\r\n  )\r\n})\r\n\r\ntest('unknown message type', async () => {\r\n  const changed = logon.replace('35=A', '35=ZZ')\r\n  const res = await toParse(changed)\r\n  expect(res.view).toBeTruthy()\r\n  expect(res.view.segment.type).toEqual(SegmentType.Unknown)\r\n})\r\n\r\ntest('missing 1 required tag', async () => {\r\n  const changed = logon.replace('108=62441|','000=62441|')\r\n  const res = await toParse(changed)\r\n  expect(res.view).toBeTruthy()\r\n  const missing = res.view.missing()\r\n  expect(missing).toEqual([108])\r\n})\r\n\r\ntest('missing 2 required tags', async () => {\r\n  // const changed = logon.replace('108=62441|','000=62441|')\r\n  const changed = logon.replace('98=2|108=62441|','01=2|000=62441|')\r\n  const res = await toParse(changed)\r\n  expect(res.view).toBeTruthy()\r\n  const missing = res.view.missing()\r\n  expect(missing).toEqual([98, 108])\r\n})\r\n"]}

package/dist/test/ascii-segment.test.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/test/ascii-segment.test.js.map

@@ -1 +0,0 @@
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{ AsciiParser, AsciiChars, MsgView, SegmentDescription } from '../buffer'\r\nimport { FixDefinitions } from '../dictionary'\r\nimport { ISessionDescription, StringDuplex } from '../transport'\r\nimport { ILogon } from '../types/FIX4.4/repo'\r\nimport { getDefinitions, JsonHelper } from '../util'\r\nimport * as path from 'path'\r\nimport { MsgType } from '..'\r\n\r\nlet definitions: FixDefinitions\r\nlet jsonHelper: JsonHelper\r\nconst root: string = path.join(__dirname, '../../data')\r\nconst logon: string = '8=FIX4.4|9=0000208|35=A|49=sender-10|56=target-20|34=1|57=sub-a|52=20180610-10:39:01.621|98=2|108=62441|95=20|96=VgfoSqo56NqSVI1fLdlI|141=Y|789=4886|383=20|384=1|372=ipsum|385=R|464=N|553=sit|554=consectetur|10=49|'\r\n\r\nbeforeAll(async () => {\r\n  const sessionDescription: ISessionDescription = require(path.join(root, 'session/test-initiator.json'))\r\n  definitions = await getDefinitions(sessionDescription.application.dictionary)\r\n  jsonHelper = new JsonHelper(definitions)\r\n}, 45000)\r\n\r\nclass ParsingResult {\r\n  constructor (public readonly event: string,\r\n               public readonly msgType: string,\r\n               public readonly view: MsgView,\r\n               public readonly contents: string,\r\n               public readonly parser: AsciiParser) {\r\n  }\r\n}\r\n\r\nfunction toParse (text: string, chunks: boolean = false): Promise<ParsingResult> {\r\n  return new Promise<any>((resolve, reject) => {\r\n    const parser = new AsciiParser(definitions, new StringDuplex(text, chunks).readable, AsciiChars.Pipe)\r\n    parser.on('error', (e: Error) => {\r\n      reject(e)\r\n    })\r\n    parser.on('msg', (msgType: string, view: MsgView) => {\r\n      resolve(new ParsingResult('msg', msgType, view.clone(), parser.state.elasticBuffer.toString(), parser))\r\n    })\r\n    parser.on('done', () => {\r\n      resolve(new ParsingResult('done', null,null, parser.state.elasticBuffer.toString(), parser))\r\n    })\r\n  })\r\n}\r\n\r\ntest('0 gaps', async () => {\r\n  const res: ParsingResult = await toParse(logon)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.Logon)\r\n  const unknowns: SegmentDescription[] = res.view.structure.layout['.undefined']\r\n  expect(unknowns).toBeFalsy()\r\n  const o: ILogon = res.view.toObject()\r\n  expect(o).toBeTruthy()\r\n  expect(o.Password).toEqual('consectetur')\r\n  expect(o.Username).toEqual('sit')\r\n})\r\n\r\ntest('1 gap', async () => {\r\n  const gap = logon.replace('108=62441|', '108=62441|9999=im not here')\r\n  const res: ParsingResult = await toParse(gap)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.Logon)\r\n  const unknown: SegmentDescription = res.view.structure.layout['.undefined']\r\n  expect(unknown).toBeTruthy()\r\n  expect(unknown.startTag).toEqual(9999)\r\n  expect(unknown.startPosition).toEqual(10)\r\n  const o: ILogon = res.view.toObject()\r\n  expect(o).toBeTruthy()\r\n  expect(o.Password).toEqual('consectetur')\r\n  expect(o.Username).toEqual('sit')\r\n})\r\n\r\ntest('1 gap next to 1 gap', async () => {\r\n  const gap = logon.replace('108=62441|', '108=62441|1=gap|2=gap|')\r\n  const res: ParsingResult = await toParse(gap)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.Logon)\r\n  const unknowns: SegmentDescription[] = res.view.structure.layout['.undefined']\r\n  expect(unknowns).toBeTruthy()\r\n  expect(Array.isArray(unknowns)).toEqual(true)\r\n  expect(unknowns[0].startTag).toEqual(1)\r\n  expect(unknowns[0].startPosition).toEqual(10)\r\n  expect(unknowns[1].startTag).toEqual(2)\r\n  expect(unknowns[1].startPosition).toEqual(11)\r\n  const o: ILogon = res.view.toObject()\r\n  expect(o).toBeTruthy()\r\n  expect(o.Password).toEqual('consectetur')\r\n  expect(o.Username).toEqual('sit')\r\n})\r\n\r\ntest('1 gap undefined msg', async () => {\r\n  const gap = logon.replace('108=62441|', '108=62441|9999=im not here')\r\n  const res: ParsingResult = await toParse(gap)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.Logon)\r\n  expect(res.view.getUndefined()).toBeTruthy()\r\n  expect(res.view.undefinedForMsg()).toEqual('undefined tag = 9999')\r\n})\r\n\r\ntest('2 gap undefined msg', async () => {\r\n  const gap = logon.replace('108=62441|', '108=62441|1=gap|2=gap|')\r\n  const res: ParsingResult = await toParse(gap)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.Logon)\r\n  expect(res.view.getUndefined()).toBeTruthy()\r\n  expect(res.view.undefinedForMsg()).toEqual('undefined tags = 1, 2')\r\n})\r\n"]}

package/dist/test/ascii-store-recovery.test.d.ts

@@ -1 +0,0 @@
-export {};